I think the radio module was deliberately mounted externally in order to reduce interference by the CPU and other RF-noisy components within the casing of the player.
You're welcome to try rigging this up yourself by dismantling the factory radio module and hacking it into place. You could probably make it fit, but I bet it would have all sorts of interference problems. Then again, maybe it would work fine? If you could get it to work, it would be a great hack and you'd be a pretty big hero.
You'd also have to rig an antenna connector to the docking assembly somehow, perhaps by cannibalizing the mic input docking pins...